-68.8%
VFC vs EXR
+147.0%
-215.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +0.8% | -0.7% | +1.5% | +1.2% |
| 30D | -11.9% | -6.9% | -5.0% | -8.7% |
| 3M | -20.2% | -3.0% | -17.2% | -19.0% |
| 6M | -23.0% | -2.9% | -20.0% | -21.9% |
| YTD | -26.2% | +9.3% | -35.5% | -29.6% |
| 1Y | -13.3% | -0.9% | -12.4% | -13.0% |
| 3Y | -25.5% | +24.7% | -50.2% | -32.1% |
| 5Y | -78.1% | -11.7% | -66.4% | -77.6% |
| 10Y | -68.8% | +148.4% | -217.2% | -78.6% |
| All | -68.8% | +147.0% | -215.8% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling